with windows xp when you play a game, anything that isnt being used is paged out to the swapfile.
obviously, if you're using multiplayer, then internet parts are being used. you wouldnt want winsock.dll to hibernate ;)
all the controls are handled by windows, so you wouldnt want you keyboard, mouse etc driver to hibernate. etc etc

With windows xp, DOS is terminated.
(but its still there)

its not real dos. its virtualized afaik

well, it dosen't run my oldies so MEH.
FreeDOS? Interesting... clickclickDOWNLOAD
Warning:XP has detected another possible OS being downloaded. Code 00000001: Competiton
Windows will now shut down.
wow, they include this stuff against competition?

check out AROS (a pc-based amigaOS clone) and Syllable, a cool UNIX-like that ditches lots of the stuff that make Linux so slow graphics-wise. It's like a multiuser BeOS.